Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-02 0.340223 0.373397 0.409577 0.452172 0.501221 0.556254 0.623135
2025-03-09 0.300573 0.343116 0.392199 0.453648 0.529427 0.621052 0.742157
2025-03-16 0.278779 0.328370 0.388249 0.467159 0.570411 0.703911 0.894839
2025-03-23 0.258836 0.312707 0.380226 0.473122 0.601071 0.776743 1.047164
2025-03-30 0.241108 0.297511 0.370460 0.474624 0.624744 0.842439 1.201714
2025-04-06 0.224815 0.282362 0.358797 0.471488 0.640513 0.898064 1.351829
2025-04-13 0.205893 0.261991 0.337984 0.452758 0.630260 0.911446 1.433784
2025-04-20 0.196026 0.253099 0.332146 0.454862 0.651519 0.977750 1.624341
2025-04-27 0.186847 0.244382 0.325663 0.455026 0.669234 1.040361 1.823879
2025-05-04 0.178451 0.236126 0.319077 0.454143 0.684717 1.101068 2.036387
2025-05-11 0.171867 0.230002 0.315095 0.456819 0.706310 1.176423 2.304723
2025-05-18 0.161712 0.217992 0.301308 0.442138 0.695142 1.185741 2.418438
2025-05-25 0.151535 0.205651 0.286611 0.425360 0.679455 1.185893 2.516909
2025-06-01 0.146662 0.201026 0.283637 0.428171 0.700675 1.267330 2.867040
2025-06-08 0.144449 0.200281 0.286680 0.441567 0.743941 1.406262 3.455155
2025-06-15 0.140892 0.197221 0.285721 0.447669 0.773421 1.520345 4.033977
2025-06-22 0.136763 0.193021 0.282576 0.449427 0.794059 1.617745 4.619594
2025-06-29 0.132125 0.187765 0.277322 0.446745 0.804772 1.692217 5.170514
2025-07-06 0.125234 0.178580 0.264915 0.429495 0.781302 1.669681 5.287170
2025-07-13 0.122120 0.175387 0.262593 0.431532 0.801614 1.774508 6.089117
2025-07-20 0.118898 0.171862 0.259481 0.431735 0.817714 1.871594 6.954779
2025-07-27 0.115714 0.168257 0.256022 0.430945 0.831361 1.965215 7.914929
2025-08-03 0.113227 0.165699 0.254267 0.433451 0.853401 2.092336 9.272839